+145.4%
SHEL vs GFS
0.0%
+145.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.7% |
| 7D | +4.1% | +3.8% | +0.3% | +3.8% |
| 30D | +8.4% | -11.7% | +20.1% | +9.4% |
| 3M | +13.7% | -41.8% | +55.5% | +18.2% |
| 6M | +12.7% | +6.6% | +6.1% | +10.1% |
| YTD | +35.3% | +34.6% | +0.7% | +28.7% |
| 1Y | +39.4% | +46.2% | -6.8% | +31.1% |
| 3Y | +71.5% | -20.3% | +91.8% | +67.4% |
| All | +145.4% | 0.0% | +145.4% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling